+59.5%
XLF vs CPB
-33.9%
+93.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | -1.0% | -4.1% | +3.1% | -0.5% |
| 30D | +6.5% | +16.9% | -10.4% | +4.7% |
| 3M | +1.8% | -0.6% | +2.3% | +1.7% |
| 6M | +15.4% | +11.4% | +4.0% | +13.5% |
| YTD | +8.4% | -14.8% | +23.2% | +9.9% |
| 1Y | +11.9% | -24.8% | +36.7% | +15.4% |
| 3Y | +81.1% | -36.6% | +117.7% | +89.7% |
| 5Y | +59.5% | -33.3% | +92.8% | +60.2% |
| All | +59.5% | -33.9% | +93.4% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling